Long run risk sensitive portfolio with general factors (Q283999): Difference between revisions

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-Łukasz Stettner
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+Risk-sensitive dynamic asset management
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+DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE
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+Dynamic Limit Growth Indices in Discrete Time
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+Two-stage portfolio optimization with higher-order conditional measures of risk
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+Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
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+Risk sensitive control of Markov processes in countable state space
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+Portfolio Optimization and Performance Analysis
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+Risk-Sensitive Markov Control Processes
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+Risk sensitive portfolio optimization
@@ Property / cites work: Risk sensitive portfolio optimization / rank @@
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+Publication:283999